+74.2%
OTIS vs BUD
+168.2%
-94.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -2.0% | -5.7% | +3.7% | -0.5% |
| 3M | +2.6% | +3.1% | -0.6% | +1.5% |
| 6M | -20.9% | +7.9% | -28.8% | -22.8% |
| YTD | -17.1% | +27.3% | -44.4% | -22.8% |
| 1Y | -15.9% | +37.8% | -53.7% | -23.4% |
| 3Y | -12.7% | +49.8% | -62.6% | -23.2% |
| 5Y | -15.7% | +43.8% | -59.6% | -26.3% |
| All | +74.2% | +168.2% | -94.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling